Objective: Sexuality is one of the crucial aspects of an individual's quality of life. Women, especially primiparous women could have concerns about sexuality which interrupt their sexual self-efficacy in the postpartum period. This study aimed to identify the effect of Kegel's exercise on sexual self-efficacy in primiparous women. Method: This quasi-experimental study with one group time series design involved 32 primiparous women as respondent. Sexual self-efficacy was measured in three times: before intervention, the first three weeks after intervention, and the second three weeks after intervention. Results: Kegel's exercise for six weeks was associated with significant improvement of the sexual self-efficacy of primiparous women (p = 0.001; CI 95% 10.53–14.18). Conclusion: Kegel's exercise increases pelvic floor muscle strength which is linked with the improvement of sexual self-efficacy of primiparous women. The women may encourage to perform Kegel's exercise to address sexual concerns in the postpartum period. © 2019 Elsevier España, S.L.U.